Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51697.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48498.79 Kr¶

PnL: ---------------------------------------> -588.78 Kr¶

DD now: ---------------------------------> -0.475 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:19:22.581931'

Anic Portfolio¶

This Week¶

Return: 8.769 %¶

Total¶

Return: 69.236 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.830000 800.400000 127.400000 18.930000 673.000000
Nordea Bank Abp 29 1.070000 3569.320000 115.320000 3.340000 3453.999992
SAAB B 8 1.570000 3470.400000 93.400000 2.770000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 2.940000 618.900000 54.900000 9.730000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.320000 388.700000 33.700000 9.490000 355.000000
Intrum 4 2.710000 554.000000 27.000000 5.120000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
Securitas B 6 2.240000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.600000 537.200000 5.200000 0.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.370000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Corem Property Group B 59 2.090000 575.550000 -1.450000 -0.250000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
Boozt 12 0.660000 1641.600000 -12.400000 -0.750000 1653.999996
CTEK 13 2.080000 510.250000 -23.750000 -4.450000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.350000 3898.500000 -401.500000 -9.340000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48495.980000 -591.590000 -0.48001% 49087.564636

Updated:¶

'2023-02-01 12:18:24.413843'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶